NIFTY
Nifty
Historical option data for NIFTY
19 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 27300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.40
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 25966.40 | 0.8 | -0.2 | 18.24 | 65,054 | -2,075 | 28,219 | |||||||||
| 18 Dec | 25815.55 | 0.95 | -0.55 | 18.23 | 1,45,807 | 4,516 | 30,294 | |||||||||
| 17 Dec | 25818.55 | 1.5 | -0.15 | 17.39 | 1,19,350 | 16,067 | 25,778 | |||||||||
| 16 Dec | 25860.10 | 1.6 | -0.45 | 15.84 | 41,499 | 9,711 | 9,711 | |||||||||
| 15 Dec | 26027.30 | 2.45 | -0.15 | 13.92 | 11,957 | 1,036 | 2,869 | |||||||||
| 12 Dec | 26046.95 | 2.6 | 0.15 | 11.51 | 4,138 | 689 | 1,833 | |||||||||
| 11 Dec | 25898.55 | 2.1 | -2.05 | 11.89 | 3,827 | 150 | 1,144 | |||||||||
| 10 Dec | 25758.00 | 4.15 | 0.25 | 13.63 | 1,982 | 369 | 994 | |||||||||
| 9 Dec | 25839.65 | 4.2 | -1.3 | 12.43 | 1,012 | -16 | 625 | |||||||||
| 8 Dec | 25960.55 | 5.05 | -0.9 | 11.55 | 1,130 | 218 | 641 | |||||||||
| 5 Dec | 26186.45 | 5.6 | -1.45 | 8.72 | 660 | 66 | 423 | |||||||||
| 4 Dec | 26033.75 | 6.95 | -0.85 | 9.98 | 324 | 34 | 357 | |||||||||
| 3 Dec | 25986.00 | 7.25 | -3.45 | 9.98 | 350 | -16 | 323 | |||||||||
| 2 Dec | 26032.20 | 10.95 | -4.3 | 9.89 | 442 | 77 | 339 | |||||||||
| 1 Dec | 26175.75 | 15.7 | -4.45 | 9.40 | 251 | 93 | 262 | |||||||||
| 28 Nov | 26202.95 | 20 | -4.05 | 8.93 | 291 | 50 | 169 | |||||||||
| 27 Nov | 26215.55 | 24.5 | -0.65 | 9.02 | 220 | 69 | 119 | |||||||||
| 26 Nov | 26205.30 | 25 | -15.95 | 8.97 | 70 | 50 | 50 | |||||||||
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| 25 Nov | 25884.80 | 40.95 | -52.5 | 12.74 | 1 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 93.45 | 0 | 3.54 | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 93.45 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 93.45 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 93.45 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 27300 expiring on 23DEC2025
Delta for 27300 CE is 0.01
Historical price for 27300 CE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 18.24, the open interest changed by -2075 which decreased total open position to 28219
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 18.23, the open interest changed by 4516 which increased total open position to 30294
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 17.39, the open interest changed by 16067 which increased total open position to 25778
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 15.84, the open interest changed by 9711 which increased total open position to 9711
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 13.92, the open interest changed by 1036 which increased total open position to 2869
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 11.51, the open interest changed by 689 which increased total open position to 1833
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.1, which was -2.05 lower than the previous day. The implied volatity was 11.89, the open interest changed by 150 which increased total open position to 1144
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 13.63, the open interest changed by 369 which increased total open position to 994
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.2, which was -1.3 lower than the previous day. The implied volatity was 12.43, the open interest changed by -16 which decreased total open position to 625
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.05, which was -0.9 lower than the previous day. The implied volatity was 11.55, the open interest changed by 218 which increased total open position to 641
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.6, which was -1.45 lower than the previous day. The implied volatity was 8.72, the open interest changed by 66 which increased total open position to 423
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6.95, which was -0.85 lower than the previous day. The implied volatity was 9.98, the open interest changed by 34 which increased total open position to 357
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7.25, which was -3.45 lower than the previous day. The implied volatity was 9.98, the open interest changed by -16 which decreased total open position to 323
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 10.95, which was -4.3 lower than the previous day. The implied volatity was 9.89, the open interest changed by 77 which increased total open position to 339
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 15.7, which was -4.45 lower than the previous day. The implied volatity was 9.40, the open interest changed by 93 which increased total open position to 262
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 20, which was -4.05 lower than the previous day. The implied volatity was 8.93, the open interest changed by 50 which increased total open position to 169
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 24.5, which was -0.65 lower than the previous day. The implied volatity was 9.02, the open interest changed by 69 which increased total open position to 119
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 25, which was -15.95 lower than the previous day. The implied volatity was 8.97, the open interest changed by 50 which increased total open position to 50
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 40.95, which was -52.5 lower than the previous day. The implied volatity was 12.74, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23DEC2025 27300 PE | |||||||
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Delta: -0.93
Vega: 3.83
Theta: -8.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 25966.40 | 1337.5 | -12.5 | 32.19 | 1 | 0 | 6 |
| 18 Dec | 25815.55 | 1350 | -27.15 | - | 0 | 1 | 6 |
| 17 Dec | 25818.55 | 1350 | -27.15 | - | 1 | 1 | 5 |
| 16 Dec | 25860.10 | 1377.15 | 162.55 | - | 2 | 4 | 4 |
| 15 Dec | 26027.30 | 1214.6 | 11.15 | - | 4 | 0 | 3 |
| 12 Dec | 26046.95 | 1203.45 | -138.9 | 17.81 | 3 | 1 | 3 |
| 11 Dec | 25898.55 | 1342.35 | -120.4 | 18.35 | 2 | 1 | 2 |
| 10 Dec | 25758.00 | 1462.75 | 70.5 | 12.15 | 5 | 0 | 1 |
| 9 Dec | 25839.65 | 1392.25 | 151 | 18.28 | 1 | 0 | 1 |
| 8 Dec | 25960.55 | 1236.15 | 201.9 | - | 2 | 0 | 1 |
| 5 Dec | 26186.45 | 1034.25 | -208.2 | 14.15 | 2 | -1 | 1 |
| 4 Dec | 26033.75 | 1242.45 | 50 | 19.24 | 2 | 2 | 2 |
| 3 Dec | 25986.00 | 1187.05 | -137.15 | 12.32 | 2 | 0 | 0 |
| 2 Dec | 26032.20 | 1324.2 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 26175.75 | 1324.2 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 26202.95 | 1324.2 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 1324.2 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 1324.2 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 27300 expiring on 23DEC2025
Delta for 27300 PE is -0.93
Historical price for 27300 PE is as follows
On 19 Dec NIFTY was trading at 25966.40. The strike last trading price was 1337.5, which was -12.5 lower than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 6
On 18 Dec NIFTY was trading at 25815.55. The strike last trading price was 1350, which was -27.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 1350, which was -27.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1377.15, which was 162.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1214.6, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1203.45, which was -138.9 lower than the previous day. The implied volatity was 17.81, the open interest changed by 1 which increased total open position to 3
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1342.35, which was -120.4 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1 which increased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1462.75, which was 70.5 higher than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1392.25, which was 151 higher than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 1
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1236.15, which was 201.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1034.25, which was -208.2 lower than the previous day. The implied volatity was 14.15, the open interest changed by -1 which decreased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1242.45, which was 50 higher than the previous day. The implied volatity was 19.24, the open interest changed by 2 which increased total open position to 2
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1187.05, which was -137.15 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1324.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1324.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1324.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1324.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1324.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































